Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,650 CHF | 253,675 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,381 CHF | 253,406 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,516 CHF | 252,522 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,741 CHF | 251,741 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,427 CHF | 251,427 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,987 CHF | 250,987 CHF | 99.35% | 99.35% |
02/05/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,220 CHF | 251,220 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,525 CHF | 251,525 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,681 CHF | 251,681 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,449 CHF | 251,449 CHF | 100.00% | 100.00% |